Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

Idioma: inglés

Editorial: John Wiley and Sons Ltd, United Kingdom, Chichester, 1996

0471953601 / 9780471953609

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Librería: WorldofBooks, Goring-By-Sea, WS, Reino UnidoWorldofBooks

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Vendedor de IberLibro desde 16 de marzo de 2007

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Descripción del artículo del vendedor

Quantitative Financial Economics Stocks, Bonds and Foreign Exchange Quantitative techniques in finance have become vitally important to academics and professionals in the financial markets looking to gain a more profitable edge. Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. It covers the most recent theoretical and econometric advances in the field, including: Models of noise trader behaviour and short--termism Rational and intrinsic bubbles Chaos and time varying risk Non--stationarity and cointegration Rational expectations ARCH and GARCH models The author demonstrates how competing theoretical models may be tested and provides illustrative empirical results and theories from the stock, bond and foreign exchange markets. With a judicious blend of theory and practice Quantitative Financial Economics progresses from simple to more complex theoretical models and empirical tests, making it accessible to both students and practitioners undertaking research into the behaviour of asset returns and prices. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

N° de ref. del artículo GOR001829344

Título
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)
Autor
Keith Cuthbertson
Editorial
John Wiley and Sons Ltd, United Kingdom, Chichester
Año de publicación
1996
Estado
Very Good
Encuadernación
Paperback
Idioma
inglés
ISBN 10
0471953601
ISBN 13
9780471953609
Peso del artículo
835 gramos
Dimensiones
171.0 x 245.0

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